Goldman Sachs Call 2750 TDXP 21.06.2024
/ DE000GQ77107
Goldman Sachs Call 2750 TDXP 21.0.../ DE000GQ77107 /
| 2024-06-06 8:40:30 AM |
Chg.+0.45 |
Bid6:01:15 PM |
Ask6:01:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.81EUR |
+7.08% |
6.98
Bid Size: 3,000 |
7.28
Ask Size: 3,000 |
TECDAX |
2,750.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
GQ7710 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
TECDAX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,750.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.70 |
| Intrinsic value: |
6.66 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.15 |
| Parity: |
6.66 |
| Time value: |
0.48 |
| Break-even: |
3,464.00 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.30 |
| Spread %: |
4.39% |
| Delta: |
0.88 |
| Theta: |
-4.80 |
| Omega: |
4.22 |
| Rho: |
0.94 |
Quote data
| Open: |
6.81 |
| High: |
6.81 |
| Low: |
6.81 |
| Previous Close: |
6.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.01% |
| 1 Month |
|
|
+24.50% |
| 3 Months |
|
|
-5.15% |
| YTD |
|
|
+3.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.36 |
6.06 |
| 1M High / 1M Low: |
7.20 |
5.47 |
| 6M High / 6M Low: |
7.79 |
4.63 |
| High (YTD): |
2024-03-08 |
7.79 |
| Low (YTD): |
2024-04-19 |
4.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.11% |
| Volatility 6M: |
|
67.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
